-16.2%
KORU vs SWK
+17.8%
-34.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -2.5% |
| 7D | +24.3% | -2.0% | +26.3% | +27.3% |
| 30D | -44.8% | +24.6% | -69.4% | -57.7% |
| 3M | -60.0% | +10.8% | -70.8% | -65.0% |
| 6M | -78.7% | +46.1% | -124.7% | -85.2% |
| YTD | -10.6% | +56.8% | -67.4% | -39.6% |
| 1Y | -3.8% | +72.7% | -76.5% | -41.2% |
| 3Y | +142.0% | +49.9% | +92.1% | +54.4% |
| 5Y | -33.1% | -30.9% | -2.2% | -2.0% |
| All | -16.2% | +17.8% | -34.0% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling